Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
20.03.2015 | 3.78% | 1.31 | 1.35 | 500'000 | 30'000 | 500'000 | 30'000 | 668'207 | 41'642 | 100.00% | 100.00% |
19.03.2015 | 2.93% | 1.44 | 1.46 | 1'000'000 | 60'000 | 672'809 | 40'369 | 960'755 | 59'189 | 100.00% | 100.00% |
18.03.2015 | 2.10% | 1.56 | 1.58 | 1'000'000 | 60'000 | 672'452 | 40'347 | 1'071'640 | 65'570 | 99.86% | 99.86% |
17.03.2015 | 2.60% | 1.54 | 1.56 | 1'000'000 | 60'000 | 672'196 | 40'332 | 1'051'380 | 64'563 | 99.78% | 99.78% |
16.03.2015 | 2.04% | 1.60 | 1.63 | 1'000'000 | 60'000 | 672'749 | 40'365 | 1'141'910 | 69'859 | 100.00% | 100.00% |
13.03.2015 | 1.60% | 1.92 | 1.93 | 1'000'000 | 60'000 | 671'992 | 40'320 | 1'250'840 | 76'067 | 99.72% | 99.72% |
12.03.2015 | 2.15% | 1.77 | 1.79 | 1'000'000 | 60'000 | 672'858 | 40'372 | 1'172'570 | 71'638 | 100.00% | 100.00% |
11.03.2015 | 1.81% | 1.80 | 1.81 | 1'000'000 | 60'000 | 336'865 | 39'556 | 614'000 | 70'201 | 96.01% | 96.98% |
10.03.2015 | 1.93% | 1.77 | 1.78 | 60'000 | 60'000 | 38'538 | 38'538 | 69'385 | 70'561 | 99.62% | 99.62% |